Patterns generated by a hidden process

Limitations of a Markov Process
Hidden Markov Models
Summary

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Some speech recognition devices work by considering the internal speech production to be a sequence of hidden states, and the resulting sound to be a sequence of observable states generated by the speech process that at best approximates the true (hidden) states. In both examples it is important to note that the number of states in the hidden process and the number of observable states may be different. In a three state weather system (sunny, cloudy, rainy) it may be possible to observe four grades of seaweed dampness (dry, dryish, damp,soggy); pure speech may be described by (say) 80 phonemes, while a physical speech system may generate a number of distinguishable sounds that is either more or less than 80.

In such cases the observed sequence of states is probabalistically related to the hidden process. We model such processes using a hidden Markov model where there is an underlying hidden Markov process changing over time, and a set of observable states which are related somehow to the hidden states.